| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
20.03.26
08:32:56 |
|
0.860
|
0.870
|
CHF |
| Volume |
19,000
|
19,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.860 | ||||
| Diff. absolute / % | 0.03 | +3.66% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1530926893 |
| Valor | 153092689 |
| Symbol | LYFGOZ |
| Strike | 17.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 12/02/2026 |
| Date of maturity | 25/01/2027 |
| Last trading day | 15/01/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
| Intrinsic value | 0.74 |
| Time value | 0.13 |
| Implied volatility | 0.46% |
| Leverage | 1.89 |
| Delta | -0.62 |
| Gamma | 0.07 |
| Vega | 0.05 |
| Distance to Strike | -3.72 |
| Distance to Strike in % | -28.01% |
| Average Spread | - |
| Last Best Bid Price | - CHF |
| Last Best Ask Price | - CHF |
| Last Best Bid Volume | 0 |
| Last Best Ask Volume | 0 |
| Average Buy Volume | 0 |
| Average Sell Volume | 0 |
| Average Buy Value | 0 CHF |
| Average Sell Value | 0 CHF |
| Spreads Availability Ratio | - |
| Quote Availability | - |